Nature

Partial Differential Equations

Partial Differential Equations (PDEs) are mathematical equations that involve unknown multivariate functions and their partial derivatives. They are the cornerstone of modelling a vast array of ...
Risk

Partial differential equation (PDE)

A partial differential equation (PDE) is a mathematical equation that involves multiple independent variables, an unknown function that is dependent on those variables, and partial derivatives of the ...
JSTOR Daily

Functional Equations in the Theory of Dynamic Programming--VII. A Partial Differential Equation for the Fredholm Resolvent

This monthly journal, begun in 1950, is devoted entirely to research in pure and applied mathematics, principally to the publication of original papers of moderate length. A section called Shorter ...
Risk

A new nonlinear partial differential equation in finance and a method of its solution

We consider a specific type of nonlinear partial differential equation (PDE) that appears in mathematical finance as the result of solving some optimization problems. We review some examples of such ...
JSTOR Daily

A Hamiltonian-Preserving Scheme for the Liouville Equation of Geometrical Optics with Partial Transmissions and Reflections

SIAM Journal on Numerical Analysis, Vol. 44, No. 5 (2006), pp. 1801-1828 (28 pages) ...
lse

Partial Differential Equations

This course is available on the BSc in Business Mathematics and Statistics, BSc in Mathematics and Economics, BSc in Mathematics with Economics and BSc in Mathematics, Statistics and Business. This ...